An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure (Q5413555)
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scientific article; zbMATH DE number 6290739
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure |
scientific article; zbMATH DE number 6290739 |
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An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure (English)
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30 April 2014
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Fredholm integral equations of the second kind
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numerical analysis
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sequential analysis
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sequential change-point detection
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Shiryaev-Roberts procedure
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Shiryaev-Roberts-\(r\) procedure
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